class_docstr: Prices various vanilla FX options, using FinancePy underneath.
      
class_docstr_tok: ["Prices","various","vanilla","FX","options",",","using","FinancePy","underneath","."]
code: def _findate(self, timestamp):
      return Date(
          timestamp.day,
          timestamp.month,
          timestamp.year,
          hh=timestamp.hour,
          mm=timestamp.minute,
          ss=timestamp.second,
      )
  
file_path: finmarketpy/finmarketpy/curve/volatility/fxoptionspricer.py
imports: import numpy
  import pandas
  from numba import guvectorize
  from findatapy.timeseries import Calendar
  from findatapy.util import LoggerManager
  from finmarketpy.util.marketconstants import MarketConstants
  from finmarketpy.curve.abstractpricer import AbstractPricer
  from finmarketpy.curve.rates.fxforwardspricer import FXForwardsPricer
  from financepy.utils.date import Date
  from financepy.models.black_scholes import BlackScholes
  from financepy.products.fx.fx_vanilla_option import FXVanillaOption
  from financepy.utils.global_types import OptionTypes
label_desc: Use image node_id 4 for calling the FXOptionsPricer obj's underlying member method code with example usage: obj._findate(timestamp) and returns: Date